The archipelago of Madeira (Portugal) is one of the main European big game fishing locations, where the main target species is the blue marlin (Makaira nigricans). Catch data for these fish were used to analyze their presence over the years, estimate their average weights, and calculate annual fishing success rates. The results showed a marked seasonal effect, with higher average catch rates in summer (June–July), suggesting a migration from the equatorial waters they inhabit at the beginning of the year to northern areas when the waters become warmer. The influences of some environmental factors were analyzed using generalized additive models, and it was observed that the occurrence of blue marlin may be influenced by water temperature, wind, rain, and atmospheric pressure. This fishery did not register a high mortality rate in blue marlin specimens due to the usual practice of catch and release; individuals captured in this fishery can be used as a source of information that allows for follow-up on the status of the blue marlin population in the region.